Spline confidence bands for variance functions in nonparametric time series regressive models (Q3145393)
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scientific article; zbMATH DE number 6117424
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| English | Spline confidence bands for variance functions in nonparametric time series regressive models |
scientific article; zbMATH DE number 6117424 |
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Spline confidence bands for variance functions in nonparametric time series regressive models (English)
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20 December 2012
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B-splines
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variance function estimation
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\(\alpha\)-mixing process
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time series
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nonparametric autoregression
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0.8598418831825256
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0.8220570087432861
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0.8000876307487488
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0.7975616455078125
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0.7971504330635071
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